-99.9%
DFNS vs PPG
-17.7%
-82.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.9% |
| 7D | -3.3% | -5.1% | +1.8% | -2.4% |
| 30D | -73.1% | -9.6% | -63.5% | -72.6% |
| 3M | -71.4% | -6.4% | -64.9% | -71.2% |
| 6M | -93.8% | +0.5% | -94.4% | -93.8% |
| YTD | -98.0% | +4.4% | -102.5% | -98.1% |
| 1Y | -98.2% | -0.9% | -97.3% | -98.2% |
| All | -99.9% | -17.7% | -82.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling